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An Introduction to Analysis on Wiener Space (Lecture Notes in Mathematics)

Ali S. Üstünel




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 | #6172168 in Books |  Springer |  2009-02-22 | Original language:English | PDF # 1 |  9.25 x.27 x6.10l,.38 | File type: PDF | 102 pages

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This book gives the basis of the probabilistic functional analysis on Wiener space, developed during the last decade. The subject has progressed considerably in recent years thr- ough its links with QFT and the impact of Stochastic Calcu- lus of Variations of P. Malliavin. Although the latter deals essentially with the regularity of the laws of random varia- bles defined on the Wiener space, the book focuses on quite different subjects, i.e. independence, Ramer's theorem...

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